Schroder ImmoPLUS Fund Forecast - Double Exponential Smoothing

SRI Fund  CHF 173.50  1.00  0.57%   
The Double Exponential Smoothing forecasted value of Schroder ImmoPLUS on the next trading day is expected to be 173.37 with a mean absolute deviation of 1.44 and the sum of the absolute errors of 84.89. Schroder Fund Forecast is based on your current time horizon.
  
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Schroder ImmoPLUS works best with periods where there are trends or seasonality.

Schroder ImmoPLUS Double Exponential Smoothing Price Forecast For the 28th of December

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Schroder ImmoPLUS on the next trading day is expected to be 173.37 with a mean absolute deviation of 1.44, mean absolute percentage error of 3.16, and the sum of the absolute errors of 84.89.
Please note that although there have been many attempts to predict Schroder Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Schroder ImmoPLUS's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Schroder ImmoPLUS Fund Forecast Pattern

Schroder ImmoPLUS Forecasted Value

In the context of forecasting Schroder ImmoPLUS's Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Schroder ImmoPLUS's downside and upside margins for the forecasting period are 172.36 and 174.37, respectively. We have considered Schroder ImmoPLUS's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
173.50
172.36
Downside
173.37
Expected Value
174.37
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Schroder ImmoPLUS fund data series using in forecasting. Note that when a statistical model is used to represent Schroder ImmoPLUS fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors 0.19
MADMean absolute deviation1.4388
MAPEMean absolute percentage error0.0085
SAESum of the absolute errors84.8899
When Schroder ImmoPLUS prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any Schroder ImmoPLUS trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Schroder ImmoPLUS observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Schroder ImmoPLUS

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Schroder ImmoPLUS. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
172.49173.50174.51
Details
Intrinsic
Valuation
LowRealHigh
156.15176.39177.40
Details

Other Forecasting Options for Schroder ImmoPLUS

For every potential investor in Schroder, whether a beginner or expert, Schroder ImmoPLUS's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Schroder Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Schroder. Basic forecasting techniques help filter out the noise by identifying Schroder ImmoPLUS's price trends.

Schroder ImmoPLUS Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Schroder ImmoPLUS fund to make a market-neutral strategy. Peer analysis of Schroder ImmoPLUS could also be used in its relative valuation, which is a method of valuing Schroder ImmoPLUS by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Schroder ImmoPLUS Technical and Predictive Analytics

The fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Schroder ImmoPLUS's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Schroder ImmoPLUS's current price.

Schroder ImmoPLUS Market Strength Events

Market strength indicators help investors to evaluate how Schroder ImmoPLUS fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Schroder ImmoPLUS shares will generate the highest return on investment. By undertsting and applying Schroder ImmoPLUS fund market strength indicators, traders can identify Schroder ImmoPLUS entry and exit signals to maximize returns.

Schroder ImmoPLUS Risk Indicators

The analysis of Schroder ImmoPLUS's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Schroder ImmoPLUS's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting schroder fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in Schroder Fund

Schroder ImmoPLUS financial ratios help investors to determine whether Schroder Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Schroder with respect to the benefits of owning Schroder ImmoPLUS security.
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